更新時間: 2018年12月14日 PM 5:02:59
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/08/18 19.100% 28164.05 15.878% 16.834% +2.266% 16.834% +2.266%
31/08/18 19.530% 27888.55 16.300% 16.946% +2.584% 20.704% -1.174%
03/09/18 19.630% 27712.54 16.271% 16.670% +2.960% 19.956% -0.326%
04/09/18 18.730% 27973.34 15.613% 16.276% +2.454% 19.351% -0.621%
05/09/18 20.500% 27243.85 17.872% 16.387% +4.113% 19.348% +1.152%
06/09/18 21.420% 26974.82 17.787% 16.768% +4.652% 19.661% +1.759%
07/09/18 21.340% 26973.47 17.564% 17.021% +4.319% 19.817% +1.523%
10/09/18 22.070% 26613.42 17.263% 17.220% +4.850% 19.624% +2.446%
11/09/18 21.790% 26422.55 17.219% 17.541% +4.249% 19.846% +1.944%
12/09/18 21.090% 26345.04 16.450% 17.257% +3.833% 19.383% +1.707%
13/09/18 19.890% 27014.49 18.652% 17.430% +2.460% 19.434% +0.456%
14/09/18 19.000% 27286.41 18.866% 17.690% +1.310% 19.579% -0.579%
17/09/18 19.660% 26932.85 18.547% 17.947% +1.713% 19.421% +0.239%
18/09/18 20.050% 27084.66 18.529% 18.209% +1.841% 19.555% +0.495%
19/09/18 19.380% 27407.37 18.874% 18.694% +0.686% 19.922% -0.542%
20/09/18 18.620% 27477.67 18.873% 18.738% -0.118% 19.815% -1.195%
21/09/18 19.110% 27953.58 19.789% 18.922% +0.188% 19.855% -0.745%
24/09/18 19.750% 27499.39 18.883% 18.989% +0.761% 19.457% +0.293%
26/09/18 20.010% 27816.87 19.372% 19.158% +0.852% 19.315% +0.695%
27/09/18 18.940% 27715.67 19.376% 19.258% -0.318% 19.258% -0.318%
28/09/18 18.100% 27788.52 19.093% 19.302% -1.202% 24.376% -6.276%
02/10/18 20.140% 27126.38 20.449% 19.434% +0.706% 23.904% -3.764%
03/10/18 19.710% 27091.26 20.329% 19.723% -0.013% 24.098% -4.388%
04/10/18 20.720% 26623.87 20.727% 19.994% +0.726% 24.264% -3.544%
05/10/18 20.700% 26572.57 18.766% 19.872% +0.828% 23.953% -3.253%
08/10/18 21.290% 26202.57 19.140% 19.882% +1.408% 23.475% -2.185%
09/10/18 21.070% 26172.91 19.120% 19.616% +1.454% 23.000% -1.930%
10/10/18 20.890% 26193.07 18.712% 19.293% +1.597% 22.462% -1.572%
11/10/18 25.730% 25266.37 22.261% 19.600% +6.130% 22.658% +3.072%
12/10/18 23.760% 25801.49 23.629% 20.572% +3.188% 23.614% +0.146%
15/10/18 25.160% 25445.06 22.157% 21.176% +3.984% 23.785% +1.375%
16/10/18 24.410% 25462.26 21.920% 21.736% +2.674% 24.235% +0.175%
18/10/18 24.270% 25454.55 21.520% 22.297% +1.973% 24.495% -0.225%
19/10/18 23.680% 25561.40 21.531% 22.151% +1.529% 24.153% -0.473%
22/10/18 23.670% 26153.15 22.914% 22.008% +1.662% 23.454% +0.216%
23/10/18 26.670% 25346.55 24.912% 22.559% +4.111% 23.856% +2.814%
24/10/18 26.310% 25249.78 24.181% 23.012% +3.298% 24.146% +2.164%
25/10/18 27.810% 24994.46 23.648% 23.437% +4.373% 24.400% +3.410%
26/10/18 29.070% 24717.63 23.296% 23.790% +5.280% 24.572% +4.498%
29/10/18 28.360% 24812.04 23.523% 23.912% +4.448% 24.108% +4.252%
30/10/18 27.850% 24585.53 23.518% 23.633% +4.217% 23.633% +4.217%
31/10/18 25.870% 24979.69 23.197% 23.436% +2.434% 29.019% -3.149%
01/11/18 24.180% 25416.00 24.347% 23.576% +0.604% 28.998% -4.818%
02/11/18 24.940% 26486.35 28.067% 24.530% +0.410% 29.970% -5.030%
05/11/18 27.080% 25934.39 28.964% 25.618% +1.462% 30.669% -3.589%
06/11/18 26.200% 26120.96 28.729% 26.661% -0.461% 31.697% -5.497%
07/11/18 25.050% 26147.69 28.731% 27.767% -2.717% 32.785% -7.735%
08/11/18 22.950% 26227.72 28.746% 28.647% -5.697% 33.589% -10.639%
09/11/18 23.860% 25601.92 27.531% 28.540% -4.680% 33.228% -9.368%
12/11/18 23.420% 25633.18 26.369% 28.021% -4.601% 31.934% -8.514%
13/11/18 23.750% 25792.87 26.150% 27.505% -3.755% 31.120% -7.370%
14/11/18 24.390% 25654.43 26.190% 26.997% -2.607% 30.323% -5.933%
15/11/18 24.100% 26103.34 26.809% 26.610% -2.510% 29.670% -5.570%
16/11/18 24.210% 26183.53 26.696% 26.443% -2.233% 29.266% -5.056%
19/11/18 23.890% 26372.00 25.216% 26.212% -2.322% 28.365% -4.475%
20/11/18 25.130% 25840.34 24.458% 25.874% -0.744% 27.786% -2.656%
21/11/18 24.800% 25971.47 24.489% 25.534% -0.734% 27.211% -2.411%
22/11/18 23.510% 26019.41 24.412% 25.054% -1.544% 26.495% -2.985%
23/11/18 23.510% 25927.68 24.432% 24.601% -1.091% 25.814% -2.304%
26/11/18 24.170% 26376.18 24.727% 24.504% -0.334% 25.107% -0.937%
27/11/18 24.390% 26331.96 24.771% 24.566% -0.176% 24.970% -0.580%
28/11/18 24.760% 26682.56 23.964% 24.461% +0.299% 24.662% +0.098%
29/11/18 24.830% 26451.03 23.120% 24.203% +0.627% 24.203% +0.627%
30/11/18 24.140% 26506.75 17.637% 22.844% +1.296% 28.097% -3.957%
03/12/18 21.030% 27182.04 18.097% 21.518% -0.488% 25.936% -4.906%
04/12/18 19.950% 27260.44 17.905% 20.145% -0.195% 24.116% -4.166%
05/12/18 21.140% 26819.68 18.989% 19.150% +1.990% 22.767% -1.627%
06/12/18 23.490% 26156.38 20.978% 18.721% +4.769% 22.104% +1.386%
07/12/18 23.930% 26063.76 19.042% 19.002% +4.928% 22.280% +1.650%
10/12/18 24.140% 25752.38 19.540% 19.291% +4.849% 22.143% +1.997%
11/12/18 22.640% 25771.67 19.440% 19.598% +3.042% 22.334% +0.306%
12/12/18 22.140% 26186.71 20.066% 19.813% +2.327% 22.417% -0.277%
13/12/18 21.580% 26524.35 19.692% 19.556% +2.024% 21.966% -0.386%
14/12/18 21.900% 26094.79 20.524% 19.853% +2.047% 22.135% -0.235%